CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 586-2 599-2 13-0 2.2% 585-0
High 595-0 601-2 6-2 1.1% 597-0
Low 586-2 589-6 3-4 0.6% 575-2
Close 595-0 590-4 -4-4 -0.8% 595-0
Range 8-6 11-4 2-6 31.4% 21-6
ATR 14-5 14-3 -0-2 -1.5% 0-0
Volume 104,750 48,339 -56,411 -53.9% 325,306
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 628-3 620-7 596-7
R3 616-7 609-3 593-5
R2 605-3 605-3 592-5
R1 597-7 597-7 591-4 595-7
PP 593-7 593-7 593-7 592-6
S1 586-3 586-3 589-4 584-3
S2 582-3 582-3 588-3
S3 570-7 574-7 587-3
S4 559-3 563-3 584-1
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 654-3 646-3 607-0
R3 632-5 624-5 601-0
R2 610-7 610-7 599-0
R1 602-7 602-7 597-0 606-7
PP 589-1 589-1 589-1 591-0
S1 581-1 581-1 593-0 585-1
S2 567-3 567-3 591-0
S3 545-5 559-3 589-0
S4 523-7 537-5 583-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 601-2 575-2 26-0 4.4% 11-3 1.9% 59% True False 64,653
10 601-2 555-0 46-2 7.8% 11-7 2.0% 77% True False 64,777
20 601-2 490-0 111-2 18.8% 11-5 2.0% 90% True False 69,104
40 601-2 468-0 133-2 22.6% 11-4 2.0% 92% True False 65,537
60 601-2 420-0 181-2 30.7% 10-3 1.7% 94% True False 53,246
80 601-2 390-4 210-6 35.7% 9-6 1.7% 95% True False 44,121
100 601-2 356-6 244-4 41.4% 8-7 1.5% 96% True False 36,766
120 601-2 356-6 244-4 41.4% 8-0 1.3% 96% True False 31,246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 650-1
2.618 631-3
1.618 619-7
1.000 612-6
0.618 608-3
HIGH 601-2
0.618 596-7
0.500 595-4
0.382 594-1
LOW 589-6
0.618 582-5
1.000 578-2
1.618 571-1
2.618 559-5
4.250 540-7
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 595-4 593-6
PP 593-7 592-5
S1 592-1 591-5

These figures are updated between 7pm and 10pm EST after a trading day.

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